In the first episode, Tony describes himself as the sad clown: laughing on the outside, crying on the inside. It's an image of a good person. But Tony's self-diagnosis is exactly wrong. The final episodes make it clear that Tony is one who cries on the outside (to convince others he is sympathetic to them and to garner sympathy for himself) but laughs on the inside (because his evil nature enjoys getting it's way). I love this scene because Melfi sees through Tony's facade, and because it shows the nature of all evil people, that they ultimately blame God and not themselves for all the evil that is done in the world.
Tony can barely even pretend to mourn for Christopher so he goes to Vegas to get away from everyone else who is genuinely mourning. In Vegas, he is able to take the crying mask off and laughs about his good luck in gambling, which he consciously attributes to the death of Christopher and subconsciously attributes to the death of his father. The image of the devil on the slot machine is able to sober Tony up for a few brief moments. Also, kudos to the show writers for setting this scene in Ceasars Palace.
It's easy for people to watch a show like this and point their fingers at someone like Tony and tell themselves that they're not as evil as him, so that they can tell themselves they are good. That's the point of the restaurant scene in Scarface. But when we do that, we our doing the same thing that Tony does, we are putting on a fake mask of self-righteousness and avoiding accountability for the evil we do in our own lives.
Tony is at his most depressed when he has a true assessment of himself:
Tony's therapy scenes are like Christian confessionals but flipped in reverse. The point of confession is to recognize that you are evil and to take responsibility for it, and to receive grace as a result. Tony takes his therapy as an opportunity to self-justify, deflect responsibility, and in the end he will receive God's judgement.
